You just need to delete the files and folders associated with cpshop from your server. Off the top of my head most of them start with "cp", like cpshop.cgi, cplogin, cppage, cpdata, etc. Folders like cpcache, cpbackup, etc. If you changed any of the names of the files you're going to have to figure out what they are on your own though.

As for your main domain storefront, it depends on how you have it set up. If it's a static page, just leave it as is, if it's done through cpshop than deleting cpshop will have an effect on it.